Hold each banana in your hand, curved side up, and carefully halve it lengthwise through the top of the peel without cutting through the bottom side. Arrange each banana on a piece of foil.
Using your fingers, gently pry open each banana, making a space down the center for the toppings. Arrange chocolate chips, strawberries and granola down the center of each banana then top with marshmallows and walnuts.
Fold foil around each banana, leaving the top open, to form a bowl that will protect it from direct heat. Arrange bananas on grill and cook until banana is tender and marshmallows and chocolate are melted, about 10 minutes. Set aside to let cool slightly before serving.